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https://issues.apache.org/jira/browse/MATH-1233?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14964060#comment-14964060
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Thomas Neidhart commented on MATH-1233:
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The referenced wikipedia article explains the algorithm differently than it is
implemented.
In our implementation, zero values are not discarded, but we calculate the
signed rank as max of W+ and W-. I did not yet find a reference to this, but
this subsequently leads to errors when calculating the p-value.
scipy allows 3 different zero handling strategies, see here
http://docs.scipy.org/doc/scipy-0.15.1/reference/generated/scipy.stats.wilcoxon.html
> Uncommon wilcoxon signed-rank p-values
> --------------------------------------
>
> Key: MATH-1233
> URL: https://issues.apache.org/jira/browse/MATH-1233
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.5
> Reporter: Icaro Cavalcante Dourado
> Attachments: MATH-1233-test.patch
>
>
> This implementation in WilcoxonSignedRankTest looks weird. For equal vectors,
> the correct pValue should be 1, because it is the probability of the vectors
> to come from same population.
> On the opposite, this implementation returns ~0 for equal vectors. So we need
> to analyze the returned pValue > significanceLevel to reject H0 hypothesis,
> while in R and many others tools we perform the opposite: pValue <=
> significanceLevel gives us an argument to reject null hypothesis.
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